Variable metric methods for minimizing a class of nondifferentiable functions
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Cites work
- A globally convergent method for nonlinear programming
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- Dual Variable Metric Algorithms for Constrained Optimization
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- Quasi-Newton Methods, Motivation and Theory
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Theory of Max-Min, with Applications
Cited in
(39)- An improved SQP algorithm for solving minimax problems
- A sequential quadratically constrained quadratic programming method for unconstrained minimax problems
- An algorithm for composite nonsmooth optimization problems
- A compact variable metric algorithm for nonlinear minimax approximation
- A quadratic approximation method for minimizing a class of quasidifferentiable functions
- Global convergence of quasi-Newton-type algorithms for some nonsmooth optimization problems
- An algorithm for solving linearly constrained minimax problems
- A constrained min-max algorithm for rival models of the same economic system
- A barrier function method for minimax problems
- A projected conjugate gradient method for sparse minimax problems
- Descent algorithm for a class of convex nondifferentiable functions
- Nonmonotone line search for minimax problems
- Corrected sequential linear programming for sparse minimax optimization
- Discontinuous piecewise linear optimization
- Robust min-max portfolio strategies for rival forecast and risk scenarios
- Approximation in normed linear spaces
- A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
- A QP-free algorithm for finite minimax problems
- Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems
- A hybrid algorithm for nonlinear minimax problems
- Superlinearly convergent algorithm for min-max problems
- A new superlinearly convergent SQP algorithm for nonlinear minimax problems
- scientific article; zbMATH DE number 3874969 (Why is no real title available?)
- scientific article; zbMATH DE number 3880447 (Why is no real title available?)
- Primal interior-point method for large sparse minimax optimization
- A hybrid algorithm for linearly constrained minimax problems
- scientific article; zbMATH DE number 3956831 (Why is no real title available?)
- scientific article; zbMATH DE number 4007605 (Why is no real title available?)
- Substitution secant/finite difference method to large sparse minimax problems
- Optimal m‐stage Runge‐Kutta schemes for steady‐state solutions of hyperbolic equations
- A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
- An aggregate homotopy method for solving unconstrained minimax problems
- An adaptive smoothing method for continuous minimax problems
- A sequential quadratic programming algorithm for nonlinear minimax problems
- Generalised monotone line search algorithm for degenerate nonlinear minimax problems
- Algorithms with adaptive smoothing for finite minimax problems
- A smooth method for the finite minimax problem
- A modified SQP algorithm for minimax problems
- A smoothing trust-region Newton-CG method for minimax problem
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